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Running strategies in micro futures vs. Mini futures

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    Running strategies in micro futures vs. Mini futures

    Hi, I would like to know is there is a difference to run a strategy in the micros (MES 09 - 20) and the Minis ( ES 09-20). I thought that if I have a strategy that works on the MINIS I can well use it in the MICROS also!, but when I backtest the strategies in the markets the Percetn Profitable returns different values. Aren´t the exactly same markets?

    #2
    Both derivatives of same underlying. Whilst they trade in lockstep, they trade differently. Spread and slippage, for example. Way more on MES.

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      #3
      Hello RobertoPaez,

      Thank you for your post.

      As brucerobinson stated, the value for both the MES and the ES derives from and is dependent on the value of the same underlying asset. While they may emulate each other's actions, they trade differently in the market. You may see more spread and slippage on the MES vs the ES because they are different instruments that will not have the same Ask/Bid/Last values or the same volume.

      Please let us know if we may further assist.
      Brandon H.NinjaTrader Customer Service

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